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RELEASE-1.1.0
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No files matched your search
@@ -0,0 +1,19 @@
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Copyright 2013 Stephen Waits <steve@waits.net>
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Permission is hereby granted, free of charge, to any person obtaining a copy of
|
||||
this software and associated documentation files (the “Software”), to deal in
|
||||
the Software without restriction, including without limitation the rights to
|
||||
use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
|
||||
of the Software, and to permit persons to whom the Software is furnished to do
|
||||
so, subject to the following conditions:
|
||||
|
||||
The above copyright notice and this permission notice shall be included in all
|
||||
copies or substantial portions of the Software.
|
||||
|
||||
THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
||||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
||||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
||||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||||
SOFTWARE.
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@@ -0,0 +1,2 @@
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An implementation of the Glicko2 algorithm in several languages (ruby,
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python, c++).
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+21
-21
@@ -33,33 +33,33 @@
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class Glicko2_impl
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{
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public:
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public:
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// constructors
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Glicko2_impl();
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Glicko2_impl(const Glicko2_impl& rhs);
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// constructors
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Glicko2_impl();
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Glicko2_impl(const Glicko2_impl& rhs);
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|
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// copy assignment
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Glicko2_impl& operator=(const Glicko2_impl& rhs);
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// copy assignment
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Glicko2_impl& operator=(const Glicko2_impl& rhs);
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|
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// destructor
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virtual ~Glicko2_impl();
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// destructor
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virtual ~Glicko2_impl();
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|
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// system constants
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static const double dvolatility;
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// system constants
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static const double dvolatility;
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// rating data
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double rating;
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double deviation;
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double volatility;
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// rating data
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double rating;
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double deviation;
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double volatility;
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// result data (copy of each opponent and results, 0.0, 0.5, or 1.0)
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std::vector<Glicko2> opponents;
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std::vector<double> results;
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// result data (copy of each opponent and results, 0.0, 0.5, or 1.0)
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std::vector<Glicko2> opponents;
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std::vector<double> results;
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// utility functions
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double g(const double& deviation);
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double E(const double& rating, const double& rating_opponent, const double& deviation_opponent);
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// utility functions
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double g(const double& deviation);
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double E(const double& rating, const double& rating_opponent, const double& deviation_opponent);
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};
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@@ -116,7 +116,7 @@ Glicko2_impl::~Glicko2_impl()
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double Glicko2_impl::g(const double& deviation)
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{
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#define PI_SQUARED (9.86960440108935861883)
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#define PI_SQUARED (9.86960440108935861883)
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return 1.0 / (sqrt(1.0 + 3.0 * deviation * deviation / PI_SQUARED));
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}
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+148
-148
@@ -47,195 +47,195 @@ class Glicko2_impl;
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*/
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class Glicko2
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{
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public:
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public:
|
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|
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|
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/**
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* Enumeration of possible results.
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*/
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enum RESULT
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{
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/**
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* A win result, internally 1.0.
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*/
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WIN,
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/**
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* A loss result, internally 0.0.
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* Enumeration of possible results.
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*/
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LOSS,
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enum RESULT
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||||
{
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||||
/**
|
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* A win result, internally 1.0.
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||||
*/
|
||||
WIN,
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||||
|
||||
/**
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||||
* A loss result, internally 0.0.
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||||
*/
|
||||
LOSS,
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||||
|
||||
/**
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* A draw result, internally 0.5.
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*/
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||||
DRAW
|
||||
};
|
||||
|
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|
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|
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/**
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||||
* A draw result, internally 0.5.
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* Default constructor. Initializes to a rating of 1500, a rating deviation
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||||
* of 350, and a volatility of 0.06.
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*/
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||||
DRAW
|
||||
};
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||||
Glicko2();
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||||
|
||||
/**
|
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* Copy constructor.
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*
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||||
* @param rhs Object to copy.
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||||
*/
|
||||
Glicko2(const Glicko2& rhs);
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||||
|
||||
/**
|
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* Constructor with rating, rating deviation, and volatility specified.
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||||
*
|
||||
* @param rating Initial rating.
|
||||
* @param deviation Initial rating deviation.
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||||
* @param volatility Initial volatility.
|
||||
*/
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||||
Glicko2(double rating, double deviation, double volatility);
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||||
|
||||
|
||||
|
||||
/**
|
||||
* Default constructor. Initializes to a rating of 1500, a rating deviation
|
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* of 350, and a volatility of 0.06.
|
||||
*/
|
||||
Glicko2();
|
||||
|
||||
/**
|
||||
* Copy constructor.
|
||||
*
|
||||
* @param rhs Object to copy.
|
||||
*/
|
||||
Glicko2(const Glicko2& rhs);
|
||||
|
||||
/**
|
||||
* Constructor with rating, rating deviation, and volatility specified.
|
||||
*
|
||||
* @param rating Initial rating.
|
||||
* @param deviation Initial rating deviation.
|
||||
* @param volatility Initial volatility.
|
||||
*/
|
||||
Glicko2(double rating, double deviation, double volatility);
|
||||
/**
|
||||
* Copy assignment operator.
|
||||
*
|
||||
* @param rhs Object to copy.
|
||||
*
|
||||
* @return Reference to self after copy assignment.
|
||||
*/
|
||||
Glicko2& operator=(const Glicko2& rhs);
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Copy assignment operator.
|
||||
*
|
||||
* @param rhs Object to copy.
|
||||
*
|
||||
* @return Reference to self after copy assignment.
|
||||
*/
|
||||
Glicko2& operator=(const Glicko2& rhs);
|
||||
/**
|
||||
* Destructor.
|
||||
*/
|
||||
virtual ~Glicko2();
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Destructor.
|
||||
*/
|
||||
virtual ~Glicko2();
|
||||
/**
|
||||
* Less than comparison operator.
|
||||
*
|
||||
* @param rhs Object to compare against.
|
||||
*
|
||||
* @return true if this object's rating is less than rhs's rating; false otherwise.
|
||||
*/
|
||||
bool operator< (const Glicko2& rhs);
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Less than comparison operator.
|
||||
*
|
||||
* @param rhs Object to compare against.
|
||||
*
|
||||
* @return true if this object's rating is less than rhs's rating; false otherwise.
|
||||
*/
|
||||
bool operator< (const Glicko2& rhs);
|
||||
/**
|
||||
* Get the current rating. This rating is a Glicko rating, not a Glicko2 rating.
|
||||
* For details, please see http://www.glicko.com/
|
||||
*
|
||||
* @return
|
||||
*/
|
||||
double GetRating() const;
|
||||
|
||||
/**
|
||||
* Get the current rating deviation. This is a Glicko rating deviation, not a
|
||||
* Glicko-2 RD. For details, please see http://www.glicko.com/
|
||||
*
|
||||
* @return
|
||||
*/
|
||||
double GetDeviation() const;
|
||||
|
||||
/**
|
||||
* Get the current rating volatility.
|
||||
*
|
||||
* @return
|
||||
*/
|
||||
double GetVolatility() const;
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Get the current rating. This rating is a Glicko rating, not a Glicko2 rating.
|
||||
* For details, please see http://www.glicko.com/
|
||||
*
|
||||
* @return
|
||||
*/
|
||||
double GetRating() const;
|
||||
/**
|
||||
* Set Glicko rating. Internally this is converted to a Glicko2 rating.
|
||||
* For details, please see http://www.glicko.com/
|
||||
*
|
||||
* @param rating Rating.
|
||||
*/
|
||||
void SetRating(double rating);
|
||||
|
||||
/**
|
||||
* Get the current rating deviation. This is a Glicko rating deviation, not a
|
||||
* Glicko-2 RD. For details, please see http://www.glicko.com/
|
||||
*
|
||||
* @return
|
||||
*/
|
||||
double GetDeviation() const;
|
||||
/**
|
||||
* Set Glicko rating deviation. Internally this is converted to a Glicko-2 RD.
|
||||
* For details, please see http://www.glicko.com/
|
||||
*
|
||||
* @param deviation Rating deviation.
|
||||
*/
|
||||
void SetDeviation(double deviation);
|
||||
|
||||
/**
|
||||
* Get the current rating volatility.
|
||||
*
|
||||
* @return
|
||||
*/
|
||||
double GetVolatility() const;
|
||||
/**
|
||||
* Set rating volatility.
|
||||
*
|
||||
* @param volatility Rating volatility.
|
||||
*/
|
||||
void SetVolatility(double volatility);
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Set Glicko rating. Internally this is converted to a Glicko2 rating.
|
||||
* For details, please see http://www.glicko.com/
|
||||
*
|
||||
* @param rating Rating.
|
||||
*/
|
||||
void SetRating(double rating);
|
||||
|
||||
/**
|
||||
* Set Glicko rating deviation. Internally this is converted to a Glicko-2 RD.
|
||||
* For details, please see http://www.glicko.com/
|
||||
*
|
||||
* @param deviation Rating deviation.
|
||||
*/
|
||||
void SetDeviation(double deviation);
|
||||
|
||||
/**
|
||||
* Set rating volatility.
|
||||
*
|
||||
* @param volatility Rating volatility.
|
||||
*/
|
||||
void SetVolatility(double volatility);
|
||||
/**
|
||||
* Clear all results previously added via AddResult(), AddWin(), AddLoss(),
|
||||
* and/or AddDraw(). This method is called automatically whenever Update()
|
||||
* is called.
|
||||
*/
|
||||
void ClearResults();
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Clear all results previously added via AddResult(), AddWin(), AddLoss(),
|
||||
* and/or AddDraw(). This method is called automatically whenever Update()
|
||||
* is called.
|
||||
*/
|
||||
void ClearResults();
|
||||
/**
|
||||
* Add a result to this rating. Note that no calculation is performed until
|
||||
* Update() is called.
|
||||
*
|
||||
* @param opponent Other player in contest.
|
||||
* @param result WIN, LOSS, or DRAW; from the point of view of this player.
|
||||
*/
|
||||
void AddResult(const Glicko2& opponent, RESULT result);
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Add a result to this rating. Note that no calculation is performed until
|
||||
* Update() is called.
|
||||
*
|
||||
* @param opponent Other player in contest.
|
||||
* @param result WIN, LOSS, or DRAW; from the point of view of this player.
|
||||
*/
|
||||
void AddResult(const Glicko2& opponent, RESULT result);
|
||||
/**
|
||||
* Add a win result to this rating. Note that no calculation is performed until
|
||||
* Update() is called.
|
||||
*
|
||||
* @param opponent Other (losing) player in contest.
|
||||
*/
|
||||
void AddWin(const Glicko2& opponent);
|
||||
|
||||
/**
|
||||
* Add a loss result to this rating. Note that no calculation is performed until
|
||||
* Update() is called.
|
||||
*
|
||||
* @param opponent Other (winning) player in contest.
|
||||
*/
|
||||
void AddLoss(const Glicko2& opponent);
|
||||
|
||||
/**
|
||||
* Add a draw result to this rating. Note that no calculation is performed until
|
||||
* Update() is called.
|
||||
*
|
||||
* @param opponent Other (drawing) player in contest.
|
||||
*/
|
||||
void AddDraw(const Glicko2& opponent);
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Add a win result to this rating. Note that no calculation is performed until
|
||||
* Update() is called.
|
||||
*
|
||||
* @param opponent Other (losing) player in contest.
|
||||
*/
|
||||
void AddWin(const Glicko2& opponent);
|
||||
|
||||
/**
|
||||
* Add a loss result to this rating. Note that no calculation is performed until
|
||||
* Update() is called.
|
||||
*
|
||||
* @param opponent Other (winning) player in contest.
|
||||
*/
|
||||
void AddLoss(const Glicko2& opponent);
|
||||
|
||||
/**
|
||||
* Add a draw result to this rating. Note that no calculation is performed until
|
||||
* Update() is called.
|
||||
*
|
||||
* @param opponent Other (drawing) player in contest.
|
||||
*/
|
||||
void AddDraw(const Glicko2& opponent);
|
||||
/**
|
||||
* Update rating based on current results list, and clear results.
|
||||
*/
|
||||
void Update();
|
||||
|
||||
|
||||
|
||||
/**
|
||||
* Update rating based on current results list, and clear results.
|
||||
*/
|
||||
void Update();
|
||||
private:
|
||||
|
||||
|
||||
|
||||
private:
|
||||
|
||||
/**
|
||||
* Private Implementation.
|
||||
*/
|
||||
Glicko2_impl* pimpl;
|
||||
/**
|
||||
* Private Implementation.
|
||||
*/
|
||||
Glicko2_impl* pimpl;
|
||||
|
||||
};
|
||||
|
||||
|
||||
+258
@@ -0,0 +1,258 @@
|
||||
//
|
||||
//
|
||||
// Copyright (c) 2013 Stephen Waits
|
||||
//
|
||||
// This software is provided 'as-is', without any express or implied warranty. In
|
||||
// no event will the authors be held liable for any damages arising from the use
|
||||
// of this software.
|
||||
//
|
||||
// Permission is granted to anyone to use this software for any purpose,
|
||||
// including commercial applications, and to alter it and redistribute it freely,
|
||||
// subject to the following restrictions:
|
||||
//
|
||||
// 1. The origin of this software must not be misrepresented; you must not claim
|
||||
// that you wrote the original software. If you use this software in a
|
||||
// product, an acknowledgment in the product documentation would be
|
||||
// appreciated but is not required.
|
||||
//
|
||||
// 2. Altered source versions must be plainly marked as such, and must not be
|
||||
// misrepresented as being the original software.
|
||||
//
|
||||
// 3. This notice may not be removed or altered from any source distribution.
|
||||
//
|
||||
//
|
||||
//
|
||||
// Glicko-2 Rating calculator package.
|
||||
//
|
||||
// This package implements the Glicko-2 rating system algorithm written by
|
||||
// Professor Mark E. Glickman. All rating inputs and outputs are Glicko ratings,
|
||||
// but internally everything is converted to and considered Glicko-2 ratings.
|
||||
//
|
||||
// Glicko-2 is an improvement on the original Glicko, which was, in turn, an
|
||||
// improvement on the ELO system.
|
||||
//
|
||||
// The Glicko-2 system is specified on http://www.glicko.com/
|
||||
//
|
||||
package glicko2
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"math"
|
||||
)
|
||||
|
||||
// system constant, determines delta volatility over time; should be [0.3,1.2]
|
||||
const kDVOL float64 = 0.3
|
||||
|
||||
// Glicko2 state reprensentation (Glicko2 uses different scales from Glicko)
|
||||
type Glicko2 struct {
|
||||
rating float64
|
||||
deviation float64
|
||||
volatility float64
|
||||
wins [](*Glicko2)
|
||||
losses [](*Glicko2)
|
||||
draws [](*Glicko2)
|
||||
}
|
||||
|
||||
// Initializer with rating, rating deviation, and volatility specified.
|
||||
func NewGlicko2(rating float64, deviation float64, volatility float64) *Glicko2 {
|
||||
return newGlicko2(rating, deviation, volatility)
|
||||
}
|
||||
|
||||
// Initializer with default rating, rating deviation, and volatility.
|
||||
func NewDefaultGlicko2() *Glicko2 {
|
||||
return newGlicko2(1500.0, 350.0, 0.06)
|
||||
}
|
||||
|
||||
// helper for initialization
|
||||
func newGlicko2(rating float64, deviation float64, volatility float64) *Glicko2 {
|
||||
g := new(Glicko2)
|
||||
g.SetRating(rating)
|
||||
g.SetDeviation(deviation)
|
||||
g.SetVolatility(volatility)
|
||||
return g
|
||||
}
|
||||
|
||||
// get the probability of beating opponent
|
||||
func (g *Glicko2) ProbWin(opponent *Glicko2) float64 {
|
||||
return 1.0 / (1.0 + math.Pow(10.0, ((opponent.Rating()-g.Rating())/(400.0*math.Sqrt(1.0+0.0000100723986*((g.Deviation()*g.Deviation())+(opponent.Deviation()*opponent.Deviation())))))))
|
||||
}
|
||||
|
||||
// Get the current rating. This rating is a Glicko rating, not a Glicko2 rating.
|
||||
// For details, please see http://www.glicko.com/
|
||||
func (g *Glicko2) Rating() float64 {
|
||||
return ((g.rating * 173.7178) + 1500.0)
|
||||
}
|
||||
|
||||
// Set Glicko rating. Internally this is converted to a Glicko2 rating.
|
||||
// For details, please see http://www.glicko.com/
|
||||
func (g *Glicko2) SetRating(rating float64) {
|
||||
g.rating = (rating - 1500.0) / 173.7178
|
||||
}
|
||||
|
||||
// Get the current rating deviation. This is a Glicko rating deviation, not a
|
||||
// Glicko-2 RD. For details, please see http://www.glicko.com/
|
||||
func (g *Glicko2) Deviation() float64 {
|
||||
return (g.deviation * 173.7178)
|
||||
}
|
||||
|
||||
// Set Glicko rating deviation. Internally this is converted to a Glicko-2 RD.
|
||||
// For details, please see http://www.glicko.com/
|
||||
func (g *Glicko2) SetDeviation(deviation float64) {
|
||||
g.deviation = deviation / 173.7178
|
||||
}
|
||||
|
||||
// Get the current rating volatility.
|
||||
func (g *Glicko2) Volatility() float64 {
|
||||
return g.volatility
|
||||
}
|
||||
|
||||
// Set rating volatility.
|
||||
func (g *Glicko2) SetVolatility(volatility float64) {
|
||||
g.volatility = volatility
|
||||
}
|
||||
|
||||
// helper to make a copy of a Glicko2 struct
|
||||
func (g *Glicko2) duplicate() *Glicko2 {
|
||||
c := *g
|
||||
return &c
|
||||
}
|
||||
|
||||
// Clear all results previously added via add_result(), add_win(), add_loss(),
|
||||
// and/or add_draw(). This method is called automatically whenever update()
|
||||
// is called.
|
||||
func (g *Glicko2) ClearResults() {
|
||||
g.wins = nil
|
||||
g.losses = nil
|
||||
g.draws = nil
|
||||
}
|
||||
|
||||
// Add a win result to this rating. Note that no calculation is performed until
|
||||
// Update() is called.
|
||||
func (g *Glicko2) AddWin(loser *Glicko2) {
|
||||
g.wins = append(g.wins, loser.duplicate())
|
||||
}
|
||||
|
||||
// Add a loss result to this rating. Note that no calculation is performed until
|
||||
// Update() is called.
|
||||
func (g *Glicko2) AddLoss(winner *Glicko2) {
|
||||
g.losses = append(g.losses, winner.duplicate())
|
||||
}
|
||||
|
||||
// Add a draw result to this rating. Note that no calculation is performed until
|
||||
// Update() is called.
|
||||
func (g *Glicko2) AddDraw(drawer *Glicko2) {
|
||||
g.draws = append(g.draws, drawer.duplicate())
|
||||
}
|
||||
|
||||
// Print a Glicko2 struct
|
||||
func (g *Glicko2) Print() {
|
||||
fmt.Printf(" rating: %v\n", g.Rating())
|
||||
fmt.Printf(" deviation: %v\n", g.Deviation())
|
||||
fmt.Printf("volatility: %v\n", g.Volatility())
|
||||
for _, win := range g.wins {
|
||||
fmt.Printf(" *beat\n")
|
||||
fmt.Printf(" rating: %v\n", win.Rating())
|
||||
fmt.Printf(" deviation: %v\n", win.Deviation())
|
||||
fmt.Printf(" volatility: %v\n", win.Volatility())
|
||||
}
|
||||
}
|
||||
|
||||
// util func 'g'
|
||||
func calcG(deviation float64) float64 {
|
||||
return 1.0 / (math.Sqrt(1.0 + 3.0*(deviation*deviation)/(math.Pi*math.Pi)))
|
||||
}
|
||||
|
||||
// util func 'E'
|
||||
func calcE(rating float64, rating_opponent float64, deviation_opponent float64) float64 {
|
||||
return 1.0 / (1.0 + math.Exp(-calcG(deviation_opponent)*(rating-rating_opponent)))
|
||||
}
|
||||
|
||||
// Update rating based on current results list, and clear results.
|
||||
func (g *Glicko2) Update() {
|
||||
|
||||
// merge wins, losses, draws slices for convenience
|
||||
results := append(append(g.wins, g.losses...), g.draws...)
|
||||
|
||||
// Note that if a player does not compete during the rating period, then
|
||||
// only Step 6 applies.
|
||||
if len(results) == 0 {
|
||||
g.deviation = math.Sqrt((g.deviation * g.deviation) + (g.volatility * g.volatility))
|
||||
return
|
||||
}
|
||||
|
||||
// Step 1. Determine a rating and RD for each player at the onset of the
|
||||
// rating period. The system constant which constrains the change in
|
||||
// volatility over time, needs to be set prior to application of the system.
|
||||
// Reasonable choices are between 0.3 and 1.2, though the system should be
|
||||
// tested to decide which value results in greatest predictive accuracy
|
||||
// ... (ratings already stored in instance)
|
||||
|
||||
// Step 2. For each player, convert the ratings and RD's onto the Glicko-2
|
||||
// scale.
|
||||
// ... (ratings already stored in G2 format)
|
||||
|
||||
// Step 3. Compute the quantity v. This is the estimated variance of the
|
||||
// team's/player's rating based only on game outcomes.
|
||||
variance := 0.0
|
||||
for _, r := range results {
|
||||
g_i := calcG(r.deviation)
|
||||
e_i := calcE(g.rating, r.rating, r.deviation)
|
||||
variance += (g_i * g_i) * e_i * (1.0 - e_i)
|
||||
}
|
||||
variance = 1.0 / variance
|
||||
|
||||
// Step 4. Compute the quantity 'delta', the estimated improvement in rating
|
||||
// by comparing the pre-period rating to the performance rating based only
|
||||
// on game outcomes.
|
||||
delta := 0.0
|
||||
for _, r := range g.wins {
|
||||
delta += calcG(r.deviation) * (1.0 - calcE(g.rating, r.rating, r.deviation))
|
||||
}
|
||||
for _, r := range g.losses {
|
||||
delta += calcG(r.deviation) * (0.0 - calcE(g.rating, r.rating, r.deviation))
|
||||
}
|
||||
for _, r := range g.draws {
|
||||
delta += calcG(r.deviation) * (0.5 - calcE(g.rating, r.rating, r.deviation))
|
||||
}
|
||||
delta *= variance
|
||||
|
||||
// Step 5. Determine the new value of the volatility.
|
||||
new_volatility := 0.0
|
||||
a := math.Log((g.volatility * g.volatility))
|
||||
x := 0.0
|
||||
x_new := a
|
||||
for math.Abs(x-x_new) > 0.0000001 {
|
||||
x = x_new
|
||||
d := (g.deviation * g.deviation) + variance + math.Exp(x)
|
||||
h1 := -(x-a)/(kDVOL*kDVOL) - 0.5*math.Exp(x)/d + 0.5*math.Exp(x)*(delta/d)*(delta/d)
|
||||
h2 := -1.0/(kDVOL*kDVOL) - 0.5*math.Exp(x)*((g.deviation*g.deviation)+variance)/(d*d) + 0.5*(delta*delta)*math.Exp(x)*((g.deviation*g.deviation)+variance-math.Exp(x))/(d*d*d)
|
||||
x_new = x - h1/h2
|
||||
}
|
||||
new_volatility = math.Exp(x_new / 2.0)
|
||||
|
||||
// Step 6. Update the rating deviation to the new pre-rating period value.
|
||||
pre_deviation := math.Sqrt((g.deviation * g.deviation) + (new_volatility * new_volatility))
|
||||
|
||||
// Step 7. Update the rating and RD to the new values.
|
||||
new_deviation := 1.0 / (math.Sqrt(1.0/(pre_deviation*pre_deviation) + 1.0/variance))
|
||||
new_rating := 0.0
|
||||
for _, r := range g.wins {
|
||||
new_rating += calcG(r.deviation) * (1.0 - calcE(g.rating, r.rating, r.deviation))
|
||||
}
|
||||
for _, r := range g.losses {
|
||||
new_rating += calcG(r.deviation) * (0.0 - calcE(g.rating, r.rating, r.deviation))
|
||||
}
|
||||
for _, r := range g.draws {
|
||||
new_rating += calcG(r.deviation) * (0.5 - calcE(g.rating, r.rating, r.deviation))
|
||||
}
|
||||
new_rating = new_rating * (new_deviation * new_deviation)
|
||||
new_rating += g.rating
|
||||
|
||||
// Step 8. Convert ratings and RD's back to original scale.
|
||||
g.deviation = new_deviation
|
||||
g.volatility = new_volatility
|
||||
g.rating = new_rating
|
||||
|
||||
// wipe our result lists
|
||||
g.ClearResults()
|
||||
}
|
||||
@@ -0,0 +1,47 @@
|
||||
package glicko2
|
||||
|
||||
import (
|
||||
"testing"
|
||||
"math"
|
||||
)
|
||||
|
||||
func inRange(want float64, have float64, delta float64) bool {
|
||||
return math.Abs(want-have) <= delta
|
||||
}
|
||||
|
||||
func TestGlicko2(t *testing.T) {
|
||||
a := NewGlicko2(1500.0, 200.0, 0.06)
|
||||
b := NewGlicko2(1400.0, 30.0, 0.06)
|
||||
c := NewGlicko2(1550.0, 100.0, 0.06)
|
||||
d := NewGlicko2(1700.0, 300.0, 0.06)
|
||||
|
||||
a.AddWin(b)
|
||||
a.AddLoss(c)
|
||||
a.AddLoss(d)
|
||||
|
||||
if a.Rating() != 1500.0 {
|
||||
t.Error()
|
||||
}
|
||||
if a.Deviation() != 200.0 {
|
||||
t.Error()
|
||||
}
|
||||
|
||||
a.Update()
|
||||
|
||||
if !inRange(a.Rating(),1464.05,0.01) {
|
||||
t.Error()
|
||||
}
|
||||
if !inRange(a.Deviation(),151.516,0.01) {
|
||||
t.Error()
|
||||
}
|
||||
|
||||
a.Update()
|
||||
|
||||
if !inRange(a.Rating(),1464.05,0.01) {
|
||||
t.Error()
|
||||
}
|
||||
if !inRange(a.Deviation(),151.875,0.01) {
|
||||
t.Error()
|
||||
}
|
||||
|
||||
}
|
||||
+6
-6
@@ -30,14 +30,14 @@ import copy
|
||||
class Glicko2:
|
||||
"""
|
||||
Glicko-2 Rating calculator class.
|
||||
|
||||
|
||||
This class implements the Glicko-2 rating system algorithm written by
|
||||
Professor Mark E. Glickman. All rating inputs and outputs are Glicko ratings,
|
||||
but internally everything is converted to and considered Glicko-2 ratings.
|
||||
|
||||
|
||||
Glicko-2 is an improvement on the original Glicko, which was, in turn, an
|
||||
improvement on the ELO system.
|
||||
|
||||
|
||||
The Glicko-2 system is specified on http://www.glicko.com/
|
||||
"""
|
||||
|
||||
@@ -229,12 +229,12 @@ if __name__ == "__main__":
|
||||
B = Glicko2(1400.0, 30.0, 0.06)
|
||||
C = Glicko2(1550.0, 100.0, 0.06)
|
||||
D = Glicko2(1700.0, 300.0, 0.06)
|
||||
|
||||
|
||||
A.AddWin(B)
|
||||
A.AddLoss(C)
|
||||
A.AddResult(D,Glicko2.LOSS)
|
||||
|
||||
|
||||
A.Update();
|
||||
|
||||
|
||||
print "rating",A.GetRating(), "deviation",A.GetDeviation()
|
||||
|
||||
+166
-154
@@ -1,8 +1,8 @@
|
||||
#!/usr/bin/env ruby
|
||||
#!/usr/bin/env ruby -w
|
||||
|
||||
#
|
||||
#
|
||||
# Copyright (c) 2004 Stephen Waits
|
||||
# Copyright (c) 2013 Stephen Waits
|
||||
#
|
||||
# This software is provided 'as-is', without any express or implied warranty. In
|
||||
# no event will the authors be held liable for any damages arising from the use
|
||||
@@ -38,179 +38,191 @@
|
||||
#
|
||||
class Glicko2
|
||||
|
||||
protected
|
||||
protected
|
||||
|
||||
# Glicko2 reprensentation (Glicko2 uses different scales from Glicko)
|
||||
attr_accessor :g2rating, :g2deviation, :g2volatility
|
||||
|
||||
# a nested Class to hold a single result
|
||||
Result = Struct.new(:opponent, :result)
|
||||
# Glicko2 reprensentation (Glicko2 uses different scales from Glicko)
|
||||
attr_reader :g2rating, :g2deviation, :g2volatility
|
||||
|
||||
public
|
||||
# a nested Class to hold a single result
|
||||
Result = Struct.new(:opponent, :result)
|
||||
|
||||
WIN = 1.0
|
||||
LOSS = 0.0
|
||||
DRAW = 0.5
|
||||
|
||||
# Constructor with rating, rating deviation, and volatility optionally
|
||||
# specified. If nothing specified, nitializes to a rating of 1500, a
|
||||
# rating deviation of 350, and a volatility of 0.06.
|
||||
def initialize(rating = 1500.0, deviation = 350.0, volatility = 0.06)
|
||||
@dvolatility = 0.3
|
||||
self.rating = rating
|
||||
self.deviation = deviation
|
||||
self.volatility = volatility
|
||||
clear_results
|
||||
end
|
||||
public
|
||||
|
||||
include Comparable
|
||||
WIN = 1.0
|
||||
LOSS = 0.0
|
||||
DRAW = 0.5
|
||||
|
||||
# Comparison operator
|
||||
def <=>(other)
|
||||
self.rating <=> other.rating
|
||||
end
|
||||
# system constant, determines delta volatility over time; should be [0.3,1.2]
|
||||
DVOL = 0.3
|
||||
|
||||
# Get the current rating. This rating is a Glicko rating, not a Glicko2 rating.
|
||||
# For details, please see http://www.glicko.com/
|
||||
def rating
|
||||
(@g2rating * 173.7178) + 1500.0
|
||||
end
|
||||
# Constructor with rating, rating deviation, and volatility optionally
|
||||
# specified. If nothing specified, nitializes to a rating of 1500, a
|
||||
# rating deviation of 350, and a volatility of 0.06.
|
||||
def initialize(rating = 1500.0, deviation = 350.0, volatility = 0.06)
|
||||
self.rating = rating
|
||||
self.deviation = deviation
|
||||
self.volatility = volatility
|
||||
clear_results
|
||||
end
|
||||
|
||||
# Set Glicko rating. Internally this is converted to a Glicko2 rating.
|
||||
# For details, please see http://www.glicko.com/
|
||||
def rating=(r)
|
||||
@g2rating = (r - 1500.0) / 173.7178
|
||||
end
|
||||
include Comparable
|
||||
|
||||
# Get the current rating deviation. This is a Glicko rating deviation, not a
|
||||
# Glicko-2 RD. For details, please see http://www.glicko.com/
|
||||
def deviation
|
||||
@g2deviation * 173.7178
|
||||
end
|
||||
# Comparison operator
|
||||
def <=>(other)
|
||||
p_win(other) <=> 0.5
|
||||
end
|
||||
|
||||
# Set Glicko rating deviation. Internally this is converted to a Glicko-2 RD.
|
||||
# For details, please see http://www.glicko.com/
|
||||
def deviation=(d)
|
||||
@g2deviation = d / 173.7178
|
||||
end
|
||||
# get the probability of beating opponent
|
||||
def p_win(opponent)
|
||||
1.0 / (1.0 + 10.0**(((opponent.rating - self.rating) / (400.0 * Math.sqrt(1.0 + 0.0000100723986 * (self.deviation**2.0 + opponent.deviation**2.0))))))
|
||||
end
|
||||
|
||||
# Get the current rating volatility.
|
||||
def volatility
|
||||
@g2volatility
|
||||
end
|
||||
# Get the current rating. This rating is a Glicko rating, not a Glicko2 rating.
|
||||
# For details, please see http://www.glicko.com/
|
||||
def rating
|
||||
(@g2rating * 173.7178) + 1500.0
|
||||
end
|
||||
|
||||
# Set rating volatility.
|
||||
def volatility=(v)
|
||||
@g2volatility = v
|
||||
end
|
||||
# Set Glicko rating. Internally this is converted to a Glicko2 rating.
|
||||
# For details, please see http://www.glicko.com/
|
||||
def rating=(r)
|
||||
@g2rating = (r - 1500.0) / 173.7178
|
||||
end
|
||||
|
||||
# Clear all results previously added via add_result(), add_win(), add_loss(),
|
||||
# and/or add_draw(). This method is called automatically whenever update()
|
||||
# is called.
|
||||
def clear_results
|
||||
@opponents = []
|
||||
@results = []
|
||||
end
|
||||
# Get the current rating deviation. This is a Glicko rating deviation, not a
|
||||
# Glicko-2 RD. For details, please see http://www.glicko.com/
|
||||
def deviation
|
||||
@g2deviation * 173.7178
|
||||
end
|
||||
|
||||
# Add a result to this rating. Note that no calculation is performed until
|
||||
# update() is called.
|
||||
def add_result(opponent,result)
|
||||
@results.push( Result.new(opponent.clone, result) )
|
||||
end
|
||||
# Set Glicko rating deviation. Internally this is converted to a Glicko-2 RD.
|
||||
# For details, please see http://www.glicko.com/
|
||||
def deviation=(d)
|
||||
@g2deviation = d / 173.7178
|
||||
end
|
||||
|
||||
# Add a win result to this rating. Note that no calculation is performed until
|
||||
# update() is called.
|
||||
def add_win(opponent)
|
||||
add_result(opponent,Glicko2::WIN)
|
||||
end
|
||||
# Get the current rating volatility.
|
||||
def volatility
|
||||
@g2volatility
|
||||
end
|
||||
|
||||
# Add a loss result to this rating. Note that no calculation is performed until
|
||||
# update() is called.
|
||||
def add_loss(opponent)
|
||||
add_result(opponent,Glicko2::LOSS)
|
||||
end
|
||||
# Set rating volatility.
|
||||
def volatility=(v)
|
||||
@g2volatility = v
|
||||
end
|
||||
|
||||
# Add a draw result to this rating. Note that no calculation is performed until
|
||||
# update() is called.
|
||||
def add_draw(opponent)
|
||||
add_result(opponent,Glicko2::DRAW)
|
||||
end
|
||||
|
||||
# Update rating based on current results list, and clear results.
|
||||
def update
|
||||
|
||||
# util func
|
||||
def Glicko2.g(deviation)
|
||||
1.0 / (Math.sqrt(1.0 + 3.0 * deviation ** 2.0 / (Math::PI ** 2.0)))
|
||||
end
|
||||
|
||||
# util func
|
||||
def Glicko2.E(rating, rating_opponent, deviation_opponent)
|
||||
1.0 / (1.0 + Math.exp(-Glicko2.g(deviation_opponent)*(rating - rating_opponent)));
|
||||
end
|
||||
|
||||
# bail if no opponents set
|
||||
if @results.empty?
|
||||
return nil
|
||||
end
|
||||
# Clear all results previously added via add_result(), add_win(), add_loss(),
|
||||
# and/or add_draw(). This method is called automatically whenever update()
|
||||
# is called.
|
||||
def clear_results
|
||||
@opponents = Array.new
|
||||
@results = Array.new
|
||||
end
|
||||
|
||||
# compute variance
|
||||
# Add a result to this rating. Note that no calculation is performed until
|
||||
# update() is called.
|
||||
def add_result(opponent,result)
|
||||
@results << Result.new(opponent.clone, result)
|
||||
end
|
||||
|
||||
#variance = 0.0
|
||||
#@results.inject(0.0) do |variance,r|
|
||||
# g_i = Glicko2.g(r.opponent.g2deviation)
|
||||
# e_i = Glicko2.E(@g2rating,r.opponent.g2rating,r.opponent.g2deviation)
|
||||
# g_i ** 2.0 * e_i * (1.0 - e_i)
|
||||
#end
|
||||
# Add a win result to this rating. Note that no calculation is performed until
|
||||
# update() is called.
|
||||
def add_win(opponent)
|
||||
add_result(opponent,Glicko2::WIN)
|
||||
end
|
||||
|
||||
variance = 0.0
|
||||
@results.each do |r|
|
||||
g_i = Glicko2.g(r.opponent.g2deviation)
|
||||
e_i = Glicko2.E(@g2rating,r.opponent.g2rating,r.opponent.g2deviation)
|
||||
variance += g_i ** 2.0 * e_i * (1.0 - e_i)
|
||||
end
|
||||
variance = 1.0 / variance
|
||||
|
||||
# compute delta
|
||||
delta = 0.0
|
||||
@results.each do |r|
|
||||
delta += Glicko2.g(r.opponent.g2deviation) * (r.result - Glicko2.E(@g2rating, r.opponent.g2rating, r.opponent.g2deviation))
|
||||
end
|
||||
delta *= variance
|
||||
|
||||
# determine new volatility
|
||||
new_volatility = 0.0
|
||||
a = Math.log( @g2volatility**2.0 )
|
||||
x = 0.0
|
||||
x_new = a
|
||||
while ( (x - x_new).abs > 0.0000001 )
|
||||
x = x_new
|
||||
d = @g2deviation**2.0 + variance + Math.exp(x)
|
||||
h1 = -(x - a)/(@dvolatility**2.0) - 0.5*Math.exp(x)/d + 0.5*Math.exp(x)*(delta/d)*(delta/d)
|
||||
h2 = -1.0/(@dvolatility**2.0) - 0.5*Math.exp(x)*(@g2deviation**2.0+variance)/(d**2.0) + 0.5*(delta**2.0)*Math.exp(x)*((@g2deviation**2.0) + variance - Math.exp(x))/(d**3.0)
|
||||
x_new = x - h1/h2
|
||||
end
|
||||
new_volatility = Math.exp(x_new / 2.0)
|
||||
|
||||
# update the rating deviation to the new pre-rating period value
|
||||
pre_deviation = Math.sqrt( @g2deviation**2.0 + new_volatility**2.0 )
|
||||
# Add a loss result to this rating. Note that no calculation is performed until
|
||||
# update() is called.
|
||||
def add_loss(opponent)
|
||||
add_result(opponent,Glicko2::LOSS)
|
||||
end
|
||||
|
||||
# update the rating and deviation
|
||||
new_deviation = 1.0 / (Math.sqrt( 1.0/(pre_deviation**2.0) + 1.0 / variance))
|
||||
new_rating = 0.0
|
||||
@results.each do |r|
|
||||
new_rating += Glicko2.g(r.opponent.g2deviation) * (r.result - Glicko2.E(@g2rating, r.opponent.g2rating, r.opponent.g2deviation))
|
||||
end
|
||||
new_rating = new_rating * new_deviation**2.0
|
||||
new_rating += @g2rating
|
||||
# Add a draw result to this rating. Note that no calculation is performed until
|
||||
# update() is called.
|
||||
def add_draw(opponent)
|
||||
add_result(opponent,Glicko2::DRAW)
|
||||
end
|
||||
|
||||
# wipe our result lists
|
||||
clear_results
|
||||
# util func 'g'
|
||||
def Glicko2.g(deviation)
|
||||
1.0 / (Math.sqrt(1.0 + 3.0 * deviation ** 2.0 / (Math::PI ** 2.0)))
|
||||
end
|
||||
|
||||
# util func 'E'
|
||||
def Glicko2.E(rating, rating_opponent, deviation_opponent)
|
||||
1.0 / (1.0 + Math.exp(-Glicko2.g(deviation_opponent)*(rating - rating_opponent)));
|
||||
end
|
||||
|
||||
# Update rating based on current results list, and clear results.
|
||||
def update
|
||||
# Note that if a player does not compete during the rating period, then
|
||||
# only Step 6 applies.
|
||||
if @results.empty?
|
||||
# In this case, the player's rating and volatility parameters remain the
|
||||
# same, but the RD increases according to:
|
||||
@g2deviation = Math.sqrt(@g2deviation**2.0 + @g2volatility**2.0)
|
||||
return
|
||||
end
|
||||
|
||||
# Step 1. Determine a rating and RD for each player at the onset of the
|
||||
# rating period. The system constant which constrains the change in
|
||||
# volatility over time, needs to be set prior to application of the system.
|
||||
# Reasonable choices are between 0.3 and 1.2, though the system should be
|
||||
# tested to decide which value results in greatest predictive accuracy
|
||||
# ... (ratings already stored in instance)
|
||||
|
||||
# Step 2. For each player, convert the ratings and RD's onto the Glicko-2
|
||||
# scale.
|
||||
# ... (ratings already stored in G2 format)
|
||||
|
||||
# Step 3. Compute the quantity v. This is the estimated variance of the
|
||||
# team's/player's rating based only on game outcomes.
|
||||
variance = 1.0 / @results.inject(0.0) do |sum,r|
|
||||
g_i = Glicko2.g(r.opponent.g2deviation)
|
||||
e_i = Glicko2.E(@g2rating, r.opponent.g2rating, r.opponent.g2deviation)
|
||||
sum + g_i**2.0 * e_i * (1.0 - e_i)
|
||||
end
|
||||
|
||||
# Step 4. Compute the quantity 'delta', the estimated improvement in rating
|
||||
# by comparing the pre-period rating to the performance rating based only
|
||||
# on game outcomes.
|
||||
delta = variance * @results.inject(0.0) do |sum,r|
|
||||
g_i = Glicko2.g(r.opponent.g2deviation)
|
||||
e_i = Glicko2.E(@g2rating, r.opponent.g2rating, r.opponent.g2deviation)
|
||||
sum + g_i * (r.result - e_i)
|
||||
end
|
||||
|
||||
# Step 5. Determine the new value of the volatility.
|
||||
a = Math.log(@g2volatility**2.0)
|
||||
x0, x1 = 0.0, a
|
||||
while ((x0 - x1).abs > 0.0000001)
|
||||
x0 = x1
|
||||
d = @g2deviation**2.0 + variance + Math.exp(x0)
|
||||
h1 = -(x0 - a)/(DVOL**2.0) - 0.5*Math.exp(x0)/d + 0.5*Math.exp(x0)*(delta/d)*(delta/d)
|
||||
h2 = -1.0/(DVOL**2.0) - 0.5*Math.exp(x0)*(@g2deviation**2.0+variance)/(d**2.0) + 0.5*(delta**2.0)*Math.exp(x0)*((@g2deviation**2.0) + variance - Math.exp(x0))/(d**3.0)
|
||||
x1 = x0 - h1/h2
|
||||
end
|
||||
new_volatility = Math.exp(x1 / 2.0)
|
||||
|
||||
# Step 6. Update the rating deviation to the new pre-rating period value.
|
||||
pre_deviation = Math.sqrt(@g2deviation**2.0 + new_volatility**2.0)
|
||||
|
||||
# Step 7. Update the rating and RD to the new values.
|
||||
new_deviation = 1.0 / (Math.sqrt(1.0/(pre_deviation**2.0) + 1.0 / variance))
|
||||
new_rating = @g2rating + new_deviation**2.0 * @results.inject(0.0) do |sum,r|
|
||||
g_i = Glicko2.g(r.opponent.g2deviation)
|
||||
e_i = Glicko2.E(@g2rating, r.opponent.g2rating, r.opponent.g2deviation)
|
||||
sum + g_i * (r.result - e_i)
|
||||
end
|
||||
|
||||
# Step 8. Convert ratings and RD's back to original scale.
|
||||
@g2deviation = new_deviation
|
||||
@g2volatility = new_volatility
|
||||
@g2rating = new_rating
|
||||
|
||||
# wipe our result lists
|
||||
clear_results
|
||||
end
|
||||
|
||||
# copy new values
|
||||
@g2deviation = new_deviation
|
||||
@g2volatility = new_volatility
|
||||
@g2rating = new_rating
|
||||
end
|
||||
end
|
||||
|
||||
Regular → Executable
+25
-25
@@ -1,34 +1,34 @@
|
||||
#!/usr/bin/env ruby
|
||||
#!/usr/bin/env ruby -w
|
||||
|
||||
require 'glicko2'
|
||||
require_relative 'glicko2'
|
||||
require 'test/unit'
|
||||
|
||||
class TestGlicko2 < Test::Unit::TestCase
|
||||
|
||||
def test_simple
|
||||
a = Glicko2.new(1500.0, 200.0, 0.06)
|
||||
b = Glicko2.new(1400.0, 30.0, 0.06)
|
||||
c = Glicko2.new(1550.0, 100.0, 0.06)
|
||||
d = Glicko2.new(1700.0, 300.0, 0.06)
|
||||
|
||||
a.add_win(b)
|
||||
a.add_loss(c)
|
||||
a.add_result(d,0.0)
|
||||
|
||||
assert_equal(1500.0, a.rating)
|
||||
assert_equal(200.0, a.deviation)
|
||||
|
||||
a.update()
|
||||
|
||||
assert_in_delta(1464.05,a.rating,0.01)
|
||||
assert_in_delta(151.516,a.deviation,0.01)
|
||||
def test_simple
|
||||
a = Glicko2.new(1500.0, 200.0, 0.06)
|
||||
b = Glicko2.new(1400.0, 30.0, 0.06)
|
||||
c = Glicko2.new(1550.0, 100.0, 0.06)
|
||||
d = Glicko2.new(1700.0, 300.0, 0.06)
|
||||
|
||||
a.update()
|
||||
|
||||
assert_in_delta(1464.05,a.rating,0.01)
|
||||
assert_in_delta(151.516,a.deviation,0.01)
|
||||
a.add_win(b)
|
||||
a.add_loss(c)
|
||||
a.add_result(d,0.0)
|
||||
|
||||
assert_equal(1500.0, a.rating)
|
||||
assert_equal(200.0, a.deviation)
|
||||
|
||||
a.update()
|
||||
|
||||
assert_in_delta(1464.05,a.rating,0.01)
|
||||
assert_in_delta(151.516,a.deviation,0.01)
|
||||
|
||||
a.update()
|
||||
|
||||
assert_in_delta(1464.05,a.rating,0.01)
|
||||
assert_in_delta(151.875,a.deviation,0.01)
|
||||
|
||||
end
|
||||
|
||||
end
|
||||
|
||||
end
|
||||
|
||||
Reference in new issue
Block a user